The Rape of the Sabine Women (Il Ratto delle sabine; Romulus and the Sabines) (1961) [Dusia]: Shot in the chest with an arrow. (Thanks to G-Man and Spiesonice)

Sodom and Gomorrah (The Last Days of Sodom and Gomorrah) (1962) [Tamar]: Commits suicide (in order to escape being tortured/interrogated by Anouk Aimee) by deliberately embracing Mimmo Palmara after he's been forced to wear a spike-covered vest and sent into her cell. (Thanks to G-Man)

Target for Killing (Das Geheimnis der gelben Monche; How to Kill a Lady; The Secret of the Yellow Monks) (1966) [La Tigra]: Fatally injured in an explosion when Stewart Granger throws a small explosive keychain at her. (Thanks to Rowdy)